Crypto funding and open interest data since September 2026

Current source-backed snapshot

Researchers asking for historical funding and open interest usually need more than two columns. They need venue identity, contract mapping, source time, normalized interval, price context, missingness and evidence of when a value became available. This page presents CoinNudge's actual derivatives-related archive families and coverage windows so a professional buyer can scope a request without assuming years of uninterrupted history that the archive does not possess.

Input documentation: CoinNudge data services · CoinNudge API documentation · Hyperliquid API · OKX public data API

Observation window: Actual stored derivatives coverage since September 2026

Calculation cadence: Auto-refresh about every 21600 seconds

Calculation version: coinnudge-derivatives-coverage-2.0

Download current dataset: JSON · CSV Raw values retain the dataset's published precision. Free fair-use limit: 60 requests per minute per IP, shared across all Research JSON and CSV endpoints.

Observation evidence

First 30 of 4 observations. JSON and CSV contain all published evidence. CSV dataset_section distinguishes summary and observation rows.

Collection begins in September 2026 and venue/contract windows differ. Expected rows are calculated separately inside each contract's own first-to-last 15-minute range; this does not prove pre-listing or delisted periods should exist. Funding nulls remain null. Hyperliquid five-minute OI is shown separately because its changing universe lacks one stable denominator.

How to read this page

• What historical derivatives evidence is actually stored, at which interval and from which observation date?
• Coverage is young and venue-specific; normalized old funding can lack native settlement type, and OKX observations are not complete all-market liquidation history.
• Inspect the table before relying on the summary.
• JSON and CSV preserve the published evidence.

What can this page tell you quickly?

Question answered

What historical derivatives evidence is actually stored, at which interval and from which observation date?

Measured scope

Actual stored derivatives coverage by family

Update schedule

Recalculated about every 6 hours from stored source observations.

Do not infer

Coverage is young and venue-specific; normalized old funding can lack native settlement type, and OKX observations are not complete all-market liquidation history.

Which fields make funding and OI usable?

Funding needs venue, contract, native interval or normalization basis, rate type and source time. OI needs unit conversion, price used for notional and aligned snapshots. Without those fields, cross-venue comparisons can be numerically precise but semantically wrong.

CoinNudge keeps current native context where available and labels older normalized history when native type is unavailable.

Why is liquidation history a separate family?

Liquidations are event observations rather than regularly sampled market states. Exchange endpoints often expose a short real-time window, so locally recorded history cannot be reconstructed later with the same meaning.

The stored OKX stream is valuable precisely because its boundary is explicit. It must not be sold as all exchanges or as every liquidation on OKX.

How should a quant team request an extract?

Specify venues, symbols, contract types, timestamp field, interval, date range and acceptable missingness. Ask whether funding is current, predicted or settled and whether OI is native units or USD notional.

A coverage review should return available rows, gaps, first/last observations and a sample partition before a commercial commitment.

What is one derivatives row?

The normalized 15-minute primary key is venue + contract + UTC bucket time. symbol is the normalized base asset; funding_hourly_pct is percent per hour, oi_usd and volume_24h_usd are USD-like notional, and price is the venue observation. Null remains null when a venue does not supply a comparable field.

The separate five-minute Hyperliquid OI archive uses its own record key and interval. It is not joined into the 15-minute denominator. Extracts must retain venue, contract, interval, source observation and ingestion fields so duplicate buckets and late arrivals can be audited.

How can I verify and cite this result?

Download the page JSON for the complete snapshot and CSV for tabular evidence. Record the API dataset key `historical-derivatives-data`, the returned calculation_version, observation interval and named source alongside any quoted number. The visible table rounds values for readability; the downloads retain the published precision.

The stable URL remains unchanged when the data refreshes. A new calculation time does not prove every input changed, so compare source-observed timestamps and the stated actual stored derivatives coverage by family. Missing rows remain missing rather than becoming zero or a favorable estimate.

What is measured, and what is not?

Method and data boundary

Group derivative_market_history by venue and contract. Within each contract's own first-to-last range, compare observed rows with the expected 15-minute grid and publish interval gaps plus funding and OI null counts. Show Hyperliquid five-minute OI separately because its changing universe does not yet have one defensible denominator. Do not add Research snapshots, signal outcomes or liquidation events to the derivatives-row total because they are different observation units.

Coverage is young and venue-specific; normalized old funding can lack native settlement type, and OKX observations are not complete all-market liquidation history.

Read the complete CoinNudge methodology

Sources and verification

• CoinNudge data servicesDerivatives family and custom-scope status.
• CoinNudge API documentationTimestamp and delivery contracts.
• Hyperliquid APICurrent perpetual market source definitions.
• OKX public data APIFunding and public market field definitions.

Frequently asked questions